+373.1%
TSM vs AMC
-79.6%
+452.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +2.6% |
| 7D | +2.7% | +2.3% | +0.4% | +2.6% |
| 30D | +3.6% | -0.7% | +4.4% | +3.6% |
| 3M | -3.4% | +35.2% | -38.6% | -5.9% |
| 6M | +20.6% | +124.6% | -104.0% | +13.3% |
| YTD | +41.9% | +69.9% | -28.0% | +35.1% |
| 1Y | +84.4% | -2.6% | +86.9% | +80.5% |
| All | +373.1% | -79.6% | +452.7% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling